+919.1%
CCJ vs FSLY
+5.6%
+913.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.7% | -7.2% | -2.2% |
| 7D | +4.2% | +11.2% | -7.0% | +2.9% |
| 30D | +3.2% | -18.2% | +21.3% | +5.2% |
| 3M | -1.8% | +21.9% | -23.7% | -4.8% |
| 6M | -13.5% | +4.0% | -17.6% | -17.0% |
| YTD | +9.7% | +123.1% | -113.3% | -6.0% |
| 1Y | +30.0% | +196.9% | -166.9% | +5.9% |
| 3Y | +172.6% | -1.3% | +173.9% | +139.0% |
| 5Y | +342.9% | -50.2% | +393.2% | +287.1% |
| All | +919.1% | +5.6% | +913.5% | +607.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FSLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling